STRATEGY VWAP MOMENTUM

20251117 (Monday, DoW=1)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 14

Periodo: 2025-11-17 08:11:00 - 2025-11-17 22:59:00

Exposure Days: 1

Trades per Day: 14.00

Avg Duration: 62.29 min

Median Duration: 44.00 min

PERFORMANCE

Total Profit: $5,795.00

Avg Profit: $413.93

Median Profit: $-102.50

Std Profit: $2,010.13

Profit Factor: 1.55

WIN/LOSS

Win Rate: 46.2%

Winners / Losers: 6 / 7 (Ratio: 1:2)

Gross Profit: $16,295.00

Gross Loss: $-10,500.00

Avg Winner: $2,327.86

Avg Loser: $-1,500.00

Avg Winner / Avg Loser: (Ratio: 1:1.55)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-4,500.00

Sharpe Ratio: 0.21

Sortino Ratio: 0.00

Ulcer Index: 198.32

EXIT REASONS

TARGET exits: 6 (42.9%)

STOP exits: 7 (50.0%)

EOD exits: 1 (7.1%)

LONG ENTRIES (BUY)

Total LONG: 5

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-705.00

Avg P&L: $-141.00

SHORT ENTRIES (SELL)

Total SHORT: 9

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $6,500.00

Avg P&L: $722.22

CUMULATIVE P&L